2 papers
q-fin.MF2026
On the market-consistent valuation of health insurance liabilities
Simon Hochgerner, Jonas Ingmanns, Nicole Kastanek
We are concerned with the market-consistent valuation of lifelong health insurance products, which are subject to adjustments derived from the actuarial equivalence principle and d…
math.AP2026
Quantitative homogenization of forced geometric motions through random fields of obstacles
Julian Fischer, Jonas Ingmanns
We establish a quantitative homogenization result for an interface moving through a field of sufficiently sparse but possibly impenetrable random obstacles. From a physical viewpoi…